As far as the theme parks go...Looking at the age of your children they might prefer Universal's Island of Adventure over Disney World parks... Especially if they are Harry Potter fans.

New Smyrna Beach Fl for surfing or even paddle board lessons where they will take you to see dolphins. I see dolpins everyday so that is easy but don't know anywhere but seaworld where you can swim with them.

Please do not swim with captive dolphins. You might want to do a bit of research into this, many people have been injured doing this activity. Try and see them in the wild instead.

Schmerl- LOVE the Venice beach, fossil shark idea! http://www.wildflorida.com/Activities/Fossils.php
Jamie99- thanks for the warning!
Flpab- will save your idea!